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Series:Financial Industry Studies Working Paper 

Working Paper
Deposit insurance reform in the post-FIRREA environment: lessons from the Texas deposit market

Financial Industry Studies Working Paper , Paper 90-7

Working Paper
Evaluating the productive efficiency and performance of U.S. commercial banks

This paper reviews various approaches to the measurement of core inflation that have been proposed in recent years. The objective is to determine whether the European Central Bank (ECB) should pay special attention to one or other of these measures in assessing inflation developments in the euro area. I put particular emphasis on the conceptual and practical problems that arise in the measurement of core inflation, and propose some criteria that could be used by the ECB to choose a core inflation measure.
Financial Industry Studies Working Paper , Paper 99-3

Working Paper
Going beyond traditional mortgages: the portfolio performance of thrifts

Financial Industry Studies Working Paper , Paper 90-1

Working Paper
What was behind the M2 breakdown?

A deterioration in the link between the M2 monetary aggregate and GDP, along with large errors in predicting M2 growth, led the Board of Governors to downgrade the M2 aggregate as a reliable indicator of monetary policy in 1993. In this paper, we argue that the financial condition of depository institutions was a major factor behind the unusual pattern of M2 growth in the early 1990s. By constructing alternative measures of M2 based on banks and thrifts capital positions, we show that the anomalous behavior of M2 in the early 1990s disappears. Specifically, after accounting for the effect of ...
Financial Industry Studies Working Paper , Paper 99-2

Working Paper
Stock returns and inflation: further tests of the role of the central bank

Financial Industry Studies Working Paper , Paper 91-1

Working Paper
Asymmetric information, repeated lending, and capital structure

Financial Industry Studies Working Paper , Paper 91-2

Working Paper
Analysis of systemic risk in the payments system

This paper investigates systemic risk in multilateral netting payments systems. A four-period model is constructed to investigate the effects of random liquidity shocks. There are three different types of agents in this model: banks, the payments system operator, and the central bank. Banks pay one another via the payments system. The payments system operator sets the rules for participation. These include total asset requirements, collateral requirements and net debit caps. The central bank serves as a source of liquidity during a financial crisis. The model is constructed along the lines of ...
Financial Industry Studies Working Paper , Paper 96-2

Working Paper
Bank lending and bank capital: a panel data assessment of market and accounting values

Financial Industry Studies Working Paper , Paper 94-2

Working Paper
Empirically assessing the role of moral hazard in increasing the risk exposure of Texas banks

Financial Industry Studies Working Paper , Paper 90-4

Working Paper
Predicting bank failure using DEA to quantify management quality

Financial Industry Studies Working Paper , Paper 94-1

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